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Convergence Rate to the Tracy–Widom Laws for the Largest Eigenvalue of Wigner Matrices
We show that the fluctuations of the largest eigenvalue of a real symmetric or complex Hermitian Wigner matrix of size N converge to the Tracy–Widom laws at a rate [Formula: see text] , as N tends to infinity. For Wigner matrices this improves the previous rate [Formula: see text] obtained by Bourga...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Berlin Heidelberg
2022
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9232480/ https://www.ncbi.nlm.nih.gov/pubmed/35765414 http://dx.doi.org/10.1007/s00220-022-04377-y |